Massachusetts was frequently passed/explored for hundreds of years. In 1620 the pilgrims set sail looking for religious freedom and established their colony at Plymouth. There they set up a democratic government in accordance with the terms of the famous "Mayflower Compact", an agreement binding all to conform to the will of the majority. In spite of great hardship, the Pilgrim settlement prospered and in 1621 the first Thanksgiving was observed.
More important, however, was the arrival of the Puritans, who were also determined to find a place where their religious views and practices would be free from persecution. When a large group of Puritans arrived at Salem in 1630, a self-contained English colony, governed by its own members, was assured.
Massachusett became a royal colony in 1691.